Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
30.12.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 200'000 | 200'000 | 199'915 | 199'915 | 269'651 CHF | 271'651 CHF | 100.00% | 100.00% |
27.12.2024 | 0.73% | 1.35 CHF | 1.36 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 273'098 CHF | 275'098 CHF | 100.00% | 100.00% |
23.12.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 278'923 CHF | 280'923 CHF | 99.73% | 99.73% |
20.12.2024 | 0.70% | 1.41 CHF | 1.42 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 284'397 CHF | 286'397 CHF | 100.00% | 100.00% |
19.12.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 279'783 CHF | 281'783 CHF | 99.85% | 99.85% |
18.12.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 200'000 | 200'000 | 199'917 | 199'917 | 279'192 CHF | 281'192 CHF | 99.13% | 99.13% |
17.12.2024 | 0.73% | 1.34 CHF | 1.35 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 272'833 CHF | 274'833 CHF | 100.00% | 100.00% |
16.12.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 200'000 | 200'000 | 199'877 | 199'877 | 274'712 CHF | 276'712 CHF | 99.90% | 99.90% |
13.12.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 200'000 | 200'000 | 199'830 | 199'830 | 269'184 CHF | 271'184 CHF | 100.00% | 100.00% |
12.12.2024 | 0.74% | 1.35 CHF | 1.36 CHF | 200'000 | 200'000 | 199'754 | 199'754 | 269'734 CHF | 271'733 CHF | 100.00% | 100.00% |